Bellman equation Study guides, Class notes & Summaries
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ISYE 6501 Final With Complete Solutions.
- Exam (elaborations) • 10 pages • 2022
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Factor Based Models 
classification, clustering, regression. Implicitly assumed that we have a lot of factors in the final model 
 
 
 
Why limit number of factors in a model? 2 reasons 
overfitting: when # of factors is close to or larger than # of data points. Model may fit too closely to random effects 
 
simplicity: simple models are usually better 
 
 
 
 
Classical variable selection approaches 
1. Forward selection 
 
2. Backwards elimination 
 
3. Stepwise regression 
 
greedy algorithms...
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Bellman Equation Notes
- Class notes • 4 pages • 2019
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bellman equation notes
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